-23.5%
MDB vs INVH
-21.2%
-2.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +6.0% |
| 7D | -2.8% | -3.1% | +0.4% | -0.4% |
| 30D | -14.9% | -7.5% | -7.4% | -9.7% |
| 3M | +7.3% | -6.3% | +13.6% | +12.3% |
| 6M | +38.2% | +9.4% | +28.7% | +25.8% |
| YTD | -10.9% | +1.4% | -12.3% | -14.4% |
| 1Y | +11.6% | -4.1% | +15.7% | +12.0% |
| 3Y | -0.9% | -9.2% | +8.3% | -1.5% |
| 5Y | -23.5% | -19.6% | -3.9% | -8.0% |
| All | -23.5% | -21.2% | -2.3% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded INVH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling